derinet® Switzerland
Product names from:
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7.50% (7.50% p.a.) Defender VONTI on Activision Blizzard Inc.

  • Valor 54839567
  • ISIN CH0548395679
  • Symbol RATAEV
Bid (indicative)%
Size
Ask (indicative)%
Size
CurrencyUSD
Price on
Sell
Buy
Activision Blizzard Inc.USD 
Please note that this is an indication.

Documents

Interest
Coupon (Coupon p.a.)7.50% (7.50%)
Accrued interest6.06%
Premium component6.9176%
Interest share0.5824%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/06/2020
First Trading Day24/06/2020
Payment date25/06/2020
Final fixing18/06/2021
Redemption25/06/2021

Current price information

Intraday1 week1 monthyear to dateSince emission
until
Product Underlying

Loading data

Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 96.48USD 75.62USD 49.15

No chart available

Interest
Coupon (Coupon p.a.)7.50% (7.50%)
Accrued interest6.06%
Premium component6.9176%
Interest share0.5824%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing19/06/2020
First Trading Day24/06/2020
Payment date25/06/2020
Final fixing18/06/2021
Redemption25/06/2021
Figures
Product typeDefender VONTI
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoNo
Strike price

Reference price of the underlying used to calculate the cash settlement on expiry of the warrant. In cases of physical delivery it is the price at which the underlying is bought (call) or sold (put). Also called: exercise price

USD 75.62
BarrierUSD 49.15 (65.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Activision Blizzard
US00507V1098
Spot reference priceUSD 75.62
Ratio13.22401
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program